Who is Participating?

Not directly, no, but you can send SQL statements to SQL Server using the CommandText property of ADO but the first SQL script you posted had cursors(SQL loops) which you wont be able to do in a single SQL statement.

Do you have SQL Server running on your server?
Do you have SQL Server Enterprise Manager running on your computer?

If you have SQL Server on the server but don't have Enterprise Manager, you can create the stored procedure in your question using VB and then call it? Is that what you want?